Differentiability of solutions with respect to the initial data in differential equations with state-dependent delays
The differentiability of solutions with respect to the initial data for the following initial value problem \[ x'(t)=f(t,x_t,x(t-\tau(t,x_t))), \enskip t\in [\sigma, T], \] \[ x(t)=\phi(t-\sigma), \enskip t\in [\sigma -r, \sigma], \] where \(r>0\), \(x_t:[-r,0]\to \mathbb R^n\), \(x_t (\theta)=x(t+\theta)\), is studied. More precisely, using techniques of his previous papers, the author proves the continuous differentiability of the maps \(\phi\to x(t,\sigma,\phi)\) and \(\phi\to x_t (\cdot,\sigma,\phi)\) for fixed \(t\) and \(\sigma\). Next and under the assumption that the state-dependent time lag function is strictly monotone increasing, the differentiability of the maps \(\sigma\to x(t,\sigma, \phi)\) and \(\sigma\to x_t (\cdot,\sigma,\phi)\) for fixed \(t\) and \(\phi\) is also proved.
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